+606.9%
GEV vs TROW
+1.1%
+605.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.7% |
| 7D | -1.9% | -3.0% | +1.1% | -0.1% |
| 30D | -8.7% | -5.5% | -3.2% | -5.7% |
| 3M | +6.6% | +2.3% | +4.3% | +4.1% |
| 6M | +10.2% | +23.9% | -13.7% | -5.1% |
| YTD | +41.6% | +7.9% | +33.7% | +32.1% |
| 1Y | +43.9% | +6.1% | +37.8% | +35.3% |
| All | +606.9% | +1.1% | +605.8% | +569.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling